I'm using Samba v3.5.4-62 on Fedora 13 PDC Using LDAP passdb backend
and do the following...

1. Login as user on Windows system using domain user name and password
- Login successful
2. Press Ctrl-Alt-Del
3. Press Change Password
4. Enter old and new password as prompted
5. Receive response "You do not have permission to change your password."

I receive the following repeated twice in "/var/log/samba/log.smbd"...